On the Weiner-Masani Algorithm for Finding the Generating Function of Multivariate Stochastic Processes
Miamee, A. G.
Ann. Probab., Tome 16 (1988) no. 4, p. 1854-1859 / Harvested from Project Euclid
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It is shown that the algorithms for determining the generating function and prediction error matrix of multivariate stationary stochastic processes developed by Weiner and Masani (1957, 1958) and later by Masani (1960) will work in some more general setting.
Publié le : 1988-10-14
Classification:  Multivariate stationary stochastic process,  spectral density,  generating function,  prediction error matrix,  60G10,  60G25,  62M10 
@article{1176991602,
     author = {Miamee, A. G.},
     title = {On the Weiner-Masani Algorithm for Finding the Generating Function of Multivariate Stochastic Processes},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1854-1859},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991602}
}

Miamee, A. G. On the Weiner-Masani Algorithm for Finding the Generating Function of Multivariate Stochastic Processes. Ann. Probab., Tome 16 (1988) no. 4, pp.  1854-1859. http://gdmltest.u-ga.fr/item/1176991602/